+277.6%
TSM vs TDG
+125.9%
+151.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.6% | -2.7% | +5.3% | +4.0% |
| 30D | +1.4% | -9.3% | +10.7% | +6.1% |
| 3M | +5.0% | -7.1% | +12.0% | +8.2% |
| 6M | +24.0% | -11.2% | +35.1% | +30.0% |
| YTD | +41.6% | -15.3% | +56.8% | +51.4% |
| 1Y | +66.2% | -12.5% | +78.6% | +73.7% |
| 3Y | +398.2% | +51.2% | +347.0% | +278.6% |
| 5Y | +277.6% | +126.1% | +151.5% | +127.3% |
| All | +277.6% | +125.9% | +151.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling